+318.3%
JNJ vs ALLE
+327.3%
-9.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.7% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +6.9% | +25.3% | -18.5% | +0.8% |
| 3M | +8.0% | +10.3% | -2.3% | +5.1% |
| 6M | +24.3% | +38.0% | -13.8% | +13.7% |
| YTD | +35.6% | +17.8% | +17.8% | +28.7% |
| 1Y | +51.1% | +13.6% | +37.5% | +44.7% |
| 3Y | +98.3% | +89.2% | +9.1% | +62.5% |
| 5Y | +94.3% | +51.1% | +43.3% | +66.7% |
| 10Y | +214.9% | +228.1% | -13.2% | +104.7% |
| All | +318.3% | +327.3% | -9.0% | +149.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling